BNP Paribas Call 70 DAL 16.01.202.../  DE000PC84AH8  /

EUWAX
8/2/2024  8:09:11 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.110EUR -15.38% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 70.00 USD 1/16/2026 Call
 

Master data

WKN: PC84AH
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 1/16/2026
Issue date: 4/30/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.50
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -2.77
Time value: 0.10
Break-even: 65.16
Moneyness: 0.57
Premium: 0.78
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.15
Theta: 0.00
Omega: 5.53
Rho: 0.07
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.67%
1 Month
  -50.00%
3 Months
  -71.79%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.240 0.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.134
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -